Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment of variance-swaps in jump-diffusion market with regime-switching |
scientific article; zbMATH DE number 6915683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment of variance-swaps in jump-diffusion market with regime-switching |
scientific article; zbMATH DE number 6915683 |
Statements
Optimal investment of variance-swaps in jump-diffusion market with regime-switching (English)
0 references
9 August 2018
0 references
jump-diffusion
0 references
regime-switching
0 references
variance swaps
0 references
optimal investment
0 references
0 references
0 references
0 references
0 references
0 references
